Define default program to open splitted xxx#. files

Some months ago I have downloaded a dataset in UCI Machine Learning site composed as being one file with various subfolders inside, and each one of these subfolders with more subfolders inside, these subfolders are in gzip format and until so I have unzipped them with Winzip.
These last subfolders each one of them contained a single file in File xxx format that can be opened in MS Excel or any spreadsheet or notepad file, until so it’s okay but I would like to set a default program to open each one of these files (File 001, File 002, File 003…) and stay clicking right button one by one, open with in each one of them is a boring task. I have tried to select all of them and press right mouse button, properties but I can’t able to see any open with option. Is there any possibility to set all of them on a same format? My OS is Windows 7 Home Premium